Anic Portfolio¶

Today¶

Return: 1.761 %¶

This Week¶

Return: 0.874 %¶

Total portfolio value¶

Return including deposits: 62.817 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.410000 1667.700000 198.700000 13.530000 1468.999998
Orrön Energy 180 7.090000 2202.300000 159.300000 7.800000 2043.000000
Sedana Medical 93 3.620000 2661.660000 140.660000 5.580000 2521.000011
Atrium Ljungberg B 5 4.460000 995.000000 60.000000 6.420000 935.000000
Platzer Fastigheter Holding B 12 5.200000 1020.000000 59.000000 6.140000 960.999996
VEF 909 5.000000 1908.900000 58.900000 3.180000 1850.000436
Catena 2 4.430000 838.800000 46.800000 5.910000 792.000000
Sagax B 4 3.510000 897.200000 43.200000 5.060000 854.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
JM 6 2.800000 902.400000 38.400000 4.440000 864.000000
Hoist Finance 35 1.220000 1016.750000 36.750000 3.750000 980.000000
Hexatronic Group 12 3.470000 1001.760000 34.760000 3.590000 966.999996
BioGaia B 8 1.710000 950.400000 20.400000 2.190000 930.000000
Byggmax Group 33 2.150000 973.500000 17.500000 1.830000 956.000001
Biotage 7 1.560000 957.600000 16.600000 1.760000 940.999997
Bilia A 8 1.780000 916.000000 16.000000 1.780000 900.000000
Gränges 9 1.550000 942.300000 14.300000 1.540000 927.999999
Clas Ohlson B 12 0.990000 984.000000 11.000000 1.130000 972.999996
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
OX2 13 1.520000 954.850000 4.850000 0.510000 949.999999
AcadeMedia 8 1.400000 406.400000 4.400000 1.090000 402.000000
EQT 4 1.010000 836.400000 4.400000 0.530000 832.000000
ASSA ABLOY B 3 0.500000 779.700000 0.700000 0.090000 779.000001
Alimak Group 11 0.120000 918.500000 -9.500000 -1.020000 927.999996
Nordic Waterproofing Holding 7 1.040000 953.400000 -13.600000 -1.410000 966.999999
Addnode Group B 11 0.060000 902.000000 -19.000000 -2.060000 921.000003
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
SKF B 5 -1.480000 918.250000 -21.750000 -2.310000 940.000000
Hexagon B 26 1.270000 3433.300000 -27.700000 -0.800000 3461.000010
Indutrade 5 2.500000 1190.000000 -28.000000 -2.300000 1218.000000
Vitec Software Group B 2 1.630000 1059.000000 -28.000000 -2.580000 1087.000000
Latour B 4 -0.240000 816.000000 -41.000000 -4.780000 857.000000
Bufab 3 -0.230000 1050.600000 -58.400000 -5.270000 1109.000001
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
BHG Group 97 1.930000 1381.280000 -77.720000 -5.330000 1458.999989
TOTAL 45672.950000 616.950000 -6.37456% 45056.000411

Updated:¶

'2023-07-04 23:52:06.832803'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶